Historical rule simulator
Backtest: When Bitcoin Rises 5% in a Day
Simulates one mechanical rule — buy when bitcoin rises 5% in a day, hold a fixed number of days, then exit — using only this site's own historical occurrence data. Only one position is held at a time; signals that fire while already in a trade are skipped and shown below.
Rule results for Monero
7 historical signal(s) detected for Monero; 7 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-12-03 | 2025-12-10 | $398.3307 | $388.2205 | -2.54% | 97.46 |
| 2026-02-07 | 2026-02-14 | $317.1561 | $347.0137 | +9.41% | 106.64 |
| 2026-02-26 | 2026-03-05 | $334.2433 | $345.9567 | +3.50% | 110.37 |
| 2026-03-05 | 2026-03-12 | $345.9567 | $352.9340 | +2.02% | 112.60 |
| 2026-04-14 | 2026-04-21 | $346.5667 | $353.3475 | +1.96% | 114.80 |
| 2026-08-20 | 2026-08-27 | $422.1466 | $437.6055 | +3.66% | 119.01 |
| 2026-09-04 | 2026-09-11 | $520.4191 | $508.2345 | -2.34% | 116.22 |
How this backtest works
Every trade uses the same independent-episode detection and forward-return data as the full study page. A trade is entered on the day a signal triggers and exited exactly 7 days later at the historical close; a new signal is ignored while a trade is still open, so the trade count below is always less than or equal to the number of raw signals. Returns compound sequentially starting from a hypothetical $100.